+54.8%
EFA vs PCG
+61.3%
-6.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -1.3% |
| 7D | +1.2% | +5.4% | -4.2% | 0.0% |
| 30D | -0.7% | -15.1% | +14.4% | +2.1% |
| 3M | +6.4% | -9.8% | +16.2% | +7.7% |
| 6M | +11.4% | -18.0% | +29.4% | +15.3% |
| YTD | +14.0% | -7.2% | +21.2% | +14.3% |
| 1Y | +20.2% | +2.9% | +17.3% | +17.0% |
| 3Y | +68.2% | -11.1% | +79.3% | +67.1% |
| 5Y | +54.8% | +61.8% | -7.0% | +27.6% |
| All | +54.8% | +61.3% | -6.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling